Instrumental variables, local instrumental variables and control functions
Costas Meghir () and
Edward Vytlacil ()
No CWP15/02, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous. We derive a testable restriction that allows us to assess the degree of unobserved heterogeneity. Our analysis uses assumptions relating to the Local Instrumental Variables (LIV) approach and the control function approach.
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Working Paper: Instrumental Variables, Local Instrumental Variables and Control Functions (2003)
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